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Panel Cointegration Testing in the Presence of Linear Time Trends
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Numerical distribution functions for unit root and cointegration tests
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(When) Should cointegrating regressions be detrended? The case of a German money demand function
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International R&D spillovers
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Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends
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Panel cointegration testing in the presence of a time trend
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Introduction to econometrics
inferredcites →https://doi.org/10.1016/j.jeconom.2011.09.032openalex-extracted
Residual based tests for cointegration in dependent panels
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Testing for unit roots in the presence of uncertainty over both the trend and initial condition
inferredcites →https://doi.org/10.1016/s0167-6296(96)00534-6openalex-extracted
Is health care really a luxury?
inferredcites →https://doi.org/10.1016/s0167-6296(97)00040-4openalex-extracted
Health care expenditures and GDP: panel data unit root test results
inferredcites →https://doi.org/10.1016/s0167-6296(98)00028-9openalex-extracted
Health care expenditure and GDP: panel data unit root test results—comment
inferredcites →https://doi.org/10.1016/s0167-6296(99)00036-3openalex-extracted
On stationarity and cointegration of international health expenditure and GDP
inferredcites →https://doi.org/10.1016/s0261-5606(00)00048-6openalex-extracted
Unit root tests for panel data
inferredcites →https://doi.org/10.1016/s0304-4076(01)00098-7openalex-extracted
Unit root tests in panel data: asymptotic and finite-sample properties
inferredcites →https://doi.org/10.1016/s0304-4076(01)00139-7openalex-extracted
Nonparametric tests for unit roots and cointegration
inferredcites →https://doi.org/10.1016/s0304-4076(98)00023-2openalex-extracted
Spurious regression and residual-based tests for cointegration in panel data
inferredcites →https://doi.org/10.1017/s0266466600008240openalex-extracted
A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration
inferredcites →https://doi.org/10.1017/s0266466600013402openalex-extracted
Statistical Inference in Regressions with Integrated Processes: Part 1
inferredcites →https://doi.org/10.1017/s0266466604203073openalex-extracted
PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
inferredcites →https://doi.org/10.1017/s026646660809018xopenalex-extracted
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
inferredcites →https://doi.org/10.1017/s0266466699151077openalex-extracted
ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN THE NULL CASE
inferredcites →https://doi.org/10.1080/02664760802510042openalex-extracted
Cross-sectional correlation robust tests for panel cointegration
inferredcites →https://doi.org/10.1080/07474930500243019openalex-extracted
New Simple Tests for Panel Cointegration
inferredcites →https://doi.org/10.1081/etc-200067895openalex-extracted
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data
inferredcites →https://doi.org/10.1093/oso/9780198773917.003.0005openalex-extracted
A test of the null hypothesis of cointegration
inferredcites →https://doi.org/10.1111/1368-423x.00059openalex-extracted
Likelihood‐based cointegration tests in heterogeneous panels
inferredcites →https://doi.org/10.1111/1368-423x.00085openalex-extracted
Distributions of error correction tests for cointegration
inferredcites →https://doi.org/10.1111/1467-9892.00091openalex-extracted
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework
inferredcites →https://doi.org/10.1111/1467-9892.00224openalex-extracted
The Effect of Linear Time Trends on the KPSS Test for Cointegration
inferredcites →https://doi.org/10.1111/1468-0084.00193openalex-extracted
Cointegration Testing in Single Error‐Correction Equations in the Presence of Linear Time Trends
inferredcites →https://doi.org/10.1111/1468-0084.0610s1631openalex-extracted
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
inferredcites →https://doi.org/10.1111/1468-0084.0610s1653openalex-extracted
Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors
inferredcites →https://doi.org/10.1111/j.1468-0084.2004.00118.xopenalex-extracted
A Panel CUSUM Test of the Null of Cointegration*
inferredcites →https://doi.org/10.1111/j.1468-0084.2006.00181.xopenalex-extracted
Combining Significance of Correlated Statistics with Application to Panel Data*
inferredcites →https://doi.org/10.1111/j.1468-0084.2007.00477.xopenalex-extracted
Testing for Error Correction in Panel Data*
inferredcites →https://doi.org/10.1111/jtsa.12071openalex-extracted
IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE
inferredcites →https://doi.org/10.1198/073500103288618972openalex-extracted
Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models
inferredcites →https://doi.org/10.22004/ag.econ.267400openalex-extracted
A Test of the Null Hypothesis of Cointegration
inferredcites →https://doi.org/10.2307/1913237openalex-extracted
Time Series Regression with a Unit Root
inferredcites →https://doi.org/10.2307/2938339openalex-extracted
Asymptotic Properties of Residual Based Tests for Cointegration
inferredcites →https://doi.org/10.1002/(sici)1521-4036(199911)41:7<849::aid-bimj849>3.0.co;2-topenalex-snapshot
A Note on Combining Dependent Tests of Significance
inferredcites →https://doi.org/10.1007/978-3-319-23428-1openalex-snapshot
Stochastic Processes and Calculus: An Elementary Introduction with Applications
inferredcites →https://doi.org/10.1016/0304-4076(92)90104-yopenalex-snapshot
Testing the null hypothesis of stationarity against the alternative of a unit root
inferredcites →https://doi.org/10.1093/oso/9780199285662.001.0001openalex-snapshot
The Cointegrated VAR Model: Methodology and Applications
inferredcites →https://doi.org/10.2202/1941-1928.1057openalex-snapshot
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels
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inferred← citeshttps://doi.org/10.18280/ijsdp.170815openalex-snapshot
Economic Prospects and International Labor Migration
inferred← citeshttps://doi.org/10.4018/978-1-6684-7460-0.ch050openalex-snapshot
Analysis Results for the Effectiveness of Monetary Policies With Cointegration and Causality Analyses
inferred← citeshttps://doi.org/10.4018/978-1-7998-1643-0.ch007openalex-snapshot
Analysis Results for the Effectiveness of Monetary Policies With Cointegration and Causality Analyses
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